The icy satellites around Jupiter are considered to have formed in a circumplanetary disk. While previous models focused on the formation of satellites starting from satellitesimals, the question of how satellitesimals form from smaller dust particles has not been addressed so far. In this work, we study the possibility that satellitesimals form in situ in a circumplanetary disk. We calculate the radial distribution of the surface density and representative size of icy dust particles that grow by colliding with each other and drift toward the central planet in a steady circumplanetary disk with a continuous supply of gas and dust from the parent protoplanetary disk. The radial drift barrier is overcome if the ratio of the dust to gas accretion rates onto the circumplanetary disk,Ṁ d /Ṁ g , is high and the strength of turbulence, α, is not too low. The collision velocity is lower than the critical velocity of fragmentation when α is low. Taken together, we find that the conditions for satellitesimal formation via dust coagulation are given byṀ d /Ṁ g ≥ 1 and 10 −4 ≤ α < 10 −2 . The former condition is generally difficult to achieve, suggesting that the in-situ satellitesimal formation via particle sticking is viable only under an extreme condition. We also show that neither satellitesimal formation via the collisional growth of porous aggregates nor via streaming instability is viable as long asṀ d /Ṁ g is low.